-
作者：L'ecuyer, P; Simard, R; Chen, EJ; Kelton, WD
作者单位：Universite de Montreal; BASF; University System of Ohio; University of Cincinnati
摘要：Multiple independent streams of random numbers are often required in simulation studies, for instance, to facilitate synchronization for variance-reduction purposes, and for making independent replications. A portable set of software utilities is described for uniform random-number generation. It provides for multiple generators (streams) running simultaneously, and each generator (stream) has its sequence of numbers partitioned into many long disjoint contiguous substreams. The basic underlyi...
-
作者：Rajaram, K; Corbett, CJ
作者单位：University of California System; University of California Los Angeles
摘要：Large scale industrial production processes face increasingly tight environmental constraints, which can be addressed through costly but relatively simple end-of-pipe solutions or through cheaper but more subtle pollution prevention approaches Achieving the process improvements necessary for pollution prevention is challenging due to the inherent complexity and unpredictability of several types of processes found in the food processing pharmaceuticals biotechnology and specialty chemical indus...
-
作者：Barker, HG III; Calabrese, DA; Fischer, MJ; Garbin, DA; Knepley, JE; Swinsky, GW
摘要：The Defense Information System Agency (DISA) has managerial and engineering responsibility for a circuit switched network currently known as the Defense Information System Network-Voice This network was originally implemented in the 1960s and was known as the Automatic Voice Network Throughout this time DISA has used a network design and analysis model to reconfigure the network This model was developed in the early 1970s has been continually enhanced and is used on a weekly basis to engineer ...
-
作者：Alpern, S
作者单位：University of London; London School Economics & Political Science
摘要：The rendezvous search problem was posed by the author 25 years ago In its basic form it asks how two unit speed players can find each other in least expected time when randomly placed in a known dark region The problem received little attention until about 10 years ago This article surveys the rapid progress that has been made since then and also presents some new results.
-
作者：Smith, JE; McCardle, KF
作者单位：Duke University; University of California System; University of California Los Angeles
摘要：In Markov models of sequential decision processes one is often interested in showing that the value function is monotonic convex and/or supermodular in the state variables These kinds of results can be used to develop a qualitative understanding of the model and characterize how the results will change with changes in model parameters In this paper we present several fundamental results for establishing these kinds of properties The results are in essence metatheorems showing that the value fu...
-
作者：Owen, JH; Mehrotra, S
作者单位：General Motors; Northwestern University
摘要：We study the use of binary variables in reformulating general mixed integer linear programs We show that binary reformulations result in problems for which almost all the binary variables replacing a general integer variable need to be explored during branching We also give computational results on the performance of such reformulations in solving the mixed integer programs which support our theoretical results.
-
作者：Ghosh, S; Henderson, SG
作者单位：Cornell University
摘要：There is a growing need for the ability to specify and generate correlated random variables as primitive inputs to stochastic models Motivated by this need several authors have explored the generation of random vectors with specified marginals together with a specified covariance matrix through the use of a transformation of a multivariate normal random vector (the NORTA method) A covariance matrix is said to be feasible for a given set of marginal distributions if a random vector exists with ...
-
作者：Kamat, R; Oren, SS
作者单位：University of California System; University of California Berkeley
摘要：This paper presents the design and pricing of financial contracts for the supply and procurement of interruptible electricity service While the contract forms and pricing methodology have broader applications, the focus of this work is on electricity market applications which motivate the contract structures and price process assumptions In particular, we propose a new contract form that bundles simple forwards with exotic call options that have two exercise points with different strike prices...
-
作者：Caprara, A; Fischetti, M; Toth, P
作者单位：University of Bologna; University of Padua
摘要：The train timetabling problem alms at determining a periodic timetable for a set of trains that does not violate track capacities and satisfies some operational constraints In particular, we concentrate on the problem of a single one-way track linking two major stations with a number of intermediate stations in between Each train connects two given stations along the track (possibly different from the two major stations) and may have to stop for a minimum time in some of the intermediate stati...
-
作者：Walshaw, C
作者单位：University of Greenwich
摘要：We motivate derive and implement a multilevel approach to the travelling salesman problem The resulting algorithm progressively coarsens the problem initialises a tour and then employs either the Lin Kernighan (LK) or the Chained Lin Kernighan (CLK) algorithm to refine the solution on each of the coarsened problems in reverse order In experiments on a well established test suite of 80 problem instances we found multilevel configurations that either improved the tour quality by over 25% as comp...
